+137.2%
HL vs U
-29.6%
+166.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -2.7% |
| 7D | -11.1% | +2.6% | -13.7% | -11.5% |
| 30D | -12.1% | +27.6% | -39.6% | -15.8% |
| 3M | -26.1% | +15.3% | -41.4% | -28.1% |
| 6M | -37.7% | +96.4% | -134.1% | -44.7% |
| YTD | -31.7% | +19.6% | -51.3% | -35.5% |
| 1Y | -11.6% | +42.1% | -53.8% | -18.8% |
| 3Y | +249.6% | +87.5% | +162.1% | +189.4% |
| 5Y | +108.5% | -73.1% | +181.7% | +98.4% |
| All | +137.2% | -29.6% | +166.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling